MARSTG is correct about the SIM.. If your thief is half smart, ditching the SIM would be the first thing he would do. There are applications that can do GPS tracking and alarm sound off from a remote PC. (I've tried one on my nexus one). However, these apps will be rendered useless if there is no data network present. You best bet for security in the event of getting your phone stolen is to put a keycode lock on it. I know for Androids (possibly even iphones), you can setup touch pattern locks, where you have to create a certain pattern on the touchscreen to unlock the phone, but I think those are for prevention of pocket dials more than actual phone security. (ie. Blackberry unlock code)